Výsledky vyhledávání - "Christian Møller Dahl"

Akademický článek

DARE-ISC model for prediction of 1-year ischaemic stroke risk in the general population and atrial fibrillation patients: a Danish nationwide cohort study

Autor: Simon Winther, Samuel Emil Schmidt, Mikkel Bruun-Jensen, Christian Møller Dahl

Publikováno v: BMJ Open, Vol 14, Iss 5 (2024)

Objectives To develop a risk assessment model (DAnish REgister Ischaemic Stroke Classifier, DARE-ISC) for predicting 1-year primary ischaemic stroke/systemic embolism (SE) in the general population. Secondly, to validate the accuracy DARE-ISC in atri

Externí odkaz: https://doaj.org/article/05814b6ec67441f0ad87f721920495e8

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Akademický článek

Polygenic Risk Score Prediction for Endometriosis

Autor: Kirstine Kloeve-Mogensen, Palle Duun Rohde, Simone Twisttmann, Marianne Nygaard, Kristina Magaard Koldby, Rudi Steffensen, Christian Møller Dahl, Dorte Rytter, Michael Toft Overgaard, Axel Forman, Lene Christiansen, Mette Nyegaard

Publikováno v: Frontiers in Reproductive Health, Vol 3 (2021)

Endometriosis is a major health care challenge because many young women with endometriosis go undetected for an extended period, which may lead to pain sensitization. Clinical tools to better identify candidates for laparoscopy-guided diagnosis are u

Externí odkaz: https://doaj.org/article/06d23045f9254508bdc956c81928445c

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Applications of machine learning in tabular document digitisation

Autor: Christian Møller Dahl, Simon Friis Wittrock, Emil Sørensen, Christian Westermann, Torben Skov Dyg Johansen

Data acquisition forms the primary step in all empirical research. The availability of data directly impacts the quality and extent of conclusions and insights. In particular, larger and more detailed datasets provide convincing answers even to compl

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c7b6ce7d06e4d5081971ac6b84fd9223

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Time series (re)sampling using Generative Adversarial Networks

Autor: Emil Sørensen, Christian Møller Dahl

Publikováno v: Neural networks : the official journal of the International Neural Network Society. 156

We propose a novel bootstrap procedure for time series data based on Generative Adversarial networks (GANs). We show that the dynamics of common stationary time series processes can be learned by GANs and demonstrate that GANs trained on a single sam

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5d6376722bf0f6c64ff3cf52ff7180be
https://pubmed.ncbi.nlm.nih.gov/36257071

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Daily Self-Monitoring of Symptoms and Skills Learning in Patients With Borderline Personality Disorder Through a Mobile Phone App: Protocol for a Pragmatic Randomized Controlled Trial (Preprint)

Autor: Stig Helweg-Jørgensen, Mia Beck Lichtenstein, Alan E Fruzzetti, Christian Møller Dahl, Susanne S Pedersen

BACKGROUND Patient self-monitoring via mobile phones during psychotherapy can enhance and provide an overview of psychotherapeutic progress by graphically displaying current and previous symptom scores, providing feedback to the patient, delivering p

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::b6621a25b766b9b6852359936f11ed44
https://doi.org/10.2196/preprints.17737

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ICT and Productivity Growth in the 1990s: The European Evidence

Autor: Christian Møller Dahl, Hans Christian Kongsted, Anders Sørensen

Publikováno v: Dahl, C M, Kongsted, H C & Sørensen, A 2011, ' ICT and Productivity Growth in the 1990s: The European Evidence ', Empirical Economics, vol. 40, no. 1, pp. 141-164 .
University of Southern Denmark

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::d9b10734520f609584f481cf4d7bcdd3
https://portal.findresearcher.sdu.dk/da/publications/4c02b92f-57c3-47ea-bdc2-54fcbbbe057c

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Asymptotic normality of the QMLE in the level-effect ARCH model

Autor: Christian Møller Dahl, Iglesias, Emma M.

Publikováno v: Dahl, C M & Iglesias, E M 2010 ' Asymptotic normality of the QMLE in the level-effect ARCH model ' Institut for Økonomi, Aarhus Universitet, Aarhus .
Dahl, C M & Iglesias, E M 2010 ' Asymptotic normality of the QMLE in the level-effect ARCH model ' School of Economics and Management. University of Aarhus . < ftp://ftp.econ.au.dk/creates/rp/10/rp10_48.pdf >
University of Southern Denmark

In this paper consistency and asymptotic normality of the quasi maximum like-lihood estimator in the level-effect ARCH model of Chan, Karolyi, Longstaff and Sanders (1992) is established. We consider explicitly the case where the parameters of the co

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::915c3d660f8cfe1ccfe66066135a264c
https://pure.au.dk/ws/files/21705376/rp10_48.pdf

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The limiting behavior of the estimated parameters in a misspecified random field regression model

Autor: Christian Møller Dahl, Yu Qin

Publikováno v: Dahl, C M & Qin, Y 2008 ' The limiting behavior of the estimated parameters in a misspecified random field regression model ' Institut for Økonomi, Aarhus Universitet, Aarhus .
Dahl, C M & Qin, Y 2008 ' The limiting behavior of the estimated parameters in a misspecified random field regression model ' School of Economics and Management. University of Aarhus . < http://econpapers.repec.org/paper/aahcreate/2008-45.htm >
Dahl, C M & Qin, Y 2007 ' The limiting behavior of the estimated parameters in a misspecified random field regression model ' .
University of Southern Denmark

This paper examines the limiting properties of the estimated parameters inthe random field regression model recently proposed by Hamilton (Econometrica,2001). Though the model is parametric, it enjoys the flexibility of the nonparametricapproach sinc

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::8a9cd9b5b19754fcbb2a1a42eac6afcd
https://pure.au.dk/portal/da/publications/the-limiting-behavior-of-the-estimated-parameters-in-a-misspecified-random-field-regression-model(f67d8570-78e8-11dd-b7fc-000ea68e967b).html

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Semiparametric Inference in a GARCH-in-Mean Model

Autor: Christian Møller Dahl, Bent Jesper Christensen, Iglesias, Emma M.

Publikováno v: Dahl, C M, Christensen, B J & Iglesias, E M 2008 ' Semiparametric Inference in a GARCH-in-Mean Model ' School of Economics and Management. University of Aarhus . < http://econpapers.repec.org/paper/aahcreate/2008-46.htm >
University of Southern Denmark
Christensen, B J, Dahl, C M & Iglesias, E M 2008 ' Semiparametric Inference in a GARCH-in-Mean Model ' Institut for Økonomi, Aarhus Universitet, Aarhus . < ftp://ftp.econ.au.dk/creates/rp/08/rp08_46.pdf >

A new semiparametric estimator for an empirical asset pricing model with general nonpara-metric risk-return tradeoff and a GARCH process for the underlying volatility is introduced.The estimator does not rely on any initial parametric estimator of th

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::4fc84ab4c16cc079533e0e7f6ce9ed8c
https://portal.findresearcher.sdu.dk/da/publications/24c79f11-f4d5-4cfb-85b7-043798ce94a5

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